Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.03% | 97.00 % | 98.00 % | 100,000 | 100,000 | 24,348 | 24,348 | 23,590 USD | 23,834 USD | 98.53% | 98.53% |
12/07/2024 | 1.03% | 96.40 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,413 USD | 97,413 USD | 9.59% | 9.59% |
11/07/2024 | 1.02% | 97.20 % | 98.20 % | 100,000 | 100,000 | 25,218 | 25,218 | 24,523 USD | 24,775 USD | 99.07% | 99.07% |
10/07/2024 | 1.02% | 97.20 % | 98.20 % | 100,000 | 100,000 | 24,883 | 24,883 | 24,198 USD | 24,447 USD | 95.59% | 95.59% |
09/07/2024 | 1.03% | 97.35 % | 98.35 % | 100,000 | 100,000 | 25,705 | 25,705 | 24,960 USD | 25,218 USD | 88.41% | 88.41% |
08/07/2024 | 1.02% | 97.15 % | 98.15 % | 100,000 | 100,000 | 23,006 | 23,006 | 22,339 USD | 22,569 USD | 97.31% | 97.31% |
05/07/2024 | 1.02% | 96.90 % | 97.90 % | 100,000 | 100,000 | 27,960 | 27,960 | 27,124 USD | 27,404 USD | 90.10% | 90.10% |
04/07/2024 | 1.02% | 97.20 % | 98.20 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,724 USD | 9,824 USD | 99.47% | 99.47% |
03/07/2024 | 1.02% | 96.05 % | 97.05 % | 100,000 | 100,000 | 14,635 | 14,635 | 14,176 USD | 14,323 USD | 99.52% | 99.52% |
02/07/2024 | 1.03% | 96.90 % | 97.90 % | 100,000 | 100,000 | 24,715 | 24,715 | 23,952 USD | 24,199 USD | 100.00% | 100.00% |